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Many people also say to stay away from centralized exchanges and only use decentralized exchanges and I don't believe what they say either. I have the feeling that many people are trying to lie to please someone to gain merit rather than telling the truth.
Of course - some of them are lying, but know that they actually believe that storing your assets on centralized exchanges is never safe. Moreover, it is not worth recommending that other people store assets in centralized exchanges or other online accounts - even if you do. They suggest something that is right for others - so it doesn't matter if they don't do it themselves.
Using a centralized exchange is not a mistake - it doesn't matter as long as they understand what potential risks they will be facing. KYC is a frightening threat to anyone who advocates privacy - even though their personal data can be leaked in other ways, including due to weak government web security systems that store the data of all its citizens.